Zhongtai Securities Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.10% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1358 | 10.19 | |
| 0.0935 | 9.25 | |
| 0.8772 | 114.95 | |
| -0.0169 | -0.95 |
Estimation Period:
Jun 3, 2020 to Feb 6, 2026
Jun 3, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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